+203.0%
ABBV vs ROL
+16.0%
+187.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | +1.5% | +7.5% | -6.0% | +0.8% |
| 30D | +6.7% | +21.1% | -14.4% | +4.6% |
| 3M | +19.9% | +3.1% | +16.8% | +19.4% |
| 6M | +47.5% | -27.4% | +74.9% | +51.9% |
| YTD | +32.2% | -34.7% | +66.9% | +37.2% |
| 1Y | +37.8% | -32.9% | +70.8% | +42.6% |
| 3Y | +134.8% | +6.1% | +128.6% | +132.8% |
| 5Y | +203.0% | +16.3% | +186.7% | +194.1% |
| All | +203.0% | +16.0% | +187.0% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling